提出DEPOSITUM算法,解决去中心化联邦学习中的非凸优化难题。
Decentralized Nonconvex Composite Federated Learning with Gradient Tracking and Momentum
- 用梯度追踪机制保持动量滤波的随机梯度估计,支持多种动量策略。
- 在无界梯度异质性假设下,达到O(1/ε²)的迭代复杂度,收敛性更强。
- 适合数据异构、通信成本高的实际联邦学习场景,实验验证效果优。
去中心化联邦学习(DFL)无需中央服务器即可协同训练模型。当局部目标为非凸且与弱凸正则项耦合时,DFL面临包含数据异构性、随机梯度噪声和一致性误差的复杂优化问题。本文提出DEPOSITUM算法,通过追踪机制维护动量滤波的随机梯度估计,兼容Polyak和Nesterov动量。该算法允许通信轮次间进行多次本地更新,提升通信效率。理论分析表明,其在不假设有界梯度异质性或均方光滑性条件下,达到期望ε-平稳点的迭代复杂度为 cal O(1/ε^2)。采用合适步长与动量调度后,平均平稳性指标在经历网络依赖的瞬态期后,可达到 cal O(1/ qrt{nT})的速率,且小批量大小与总轮数T无关。在多个基准数据集上的实验验证了该方法的有效性,并表现出与代表性联邦复合优化方法相当的竞争力。
原文摘要 · Abstract (English)
Decentralized Federated Learning (DFL) enables collaborative model training without relying on a central server. When local objectives are nonconvex and coupled with nonsmooth weakly convex regularization, DFL gives rise to a challenging decentralized nonconvex composite optimization problem involving data heterogeneity, stochastic-gradient noise, and consensus error. We propose DEPOSITUM, a decentralized composite optimization algorithm for this problem. DEPOSITUM maintains momentum-filtered stochastic gradient estimates via a tracking mechanism, which accommodates both Polyak and Nesterov momentum. It further allows multiple local updates between communication rounds to improve communication efficiency. Theoretical analysis demonstrates that it achieves an expected $ε$-stationary point with an iteration complexity of $\mathcal{O}(1/ε^2)$ without imposing bounded gradient heterogeneity or mean-squared smoothness assumptions. With an appropriate stepsize and momentum schedule, the averaged stationarity measure further achieves a rate of \(\mathcal{O}(1/\sqrt{nT})\) after a network-dependent transient, using a mini-batch size independent of $T$. Experiments on different benchmark datasets validate the effectiveness of DEPOSITUM and demonstrate competitive performance against representative federated composite optimization methods.
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